CME Pit-Traded Soybean Future November 2009


Trading Metrics calculated at close of trading on 28-Aug-2009
Day Change Summary
Previous Current
27-Aug-2009 28-Aug-2009 Change Change % Previous Week
Open 1002-0 1008-0 6-0 0.6% 993-0
High 1002-0 1017-0 15-0 1.5% 1017-0
Low 989-4 996-4 7-0 0.7% 989-0
Close 996-0 1011-0 15-0 1.5% 1011-0
Range 12-4 20-4 8-0 64.0% 28-0
ATR 25-7 25-4 -0-3 -1.4% 0-0
Volume 64,659 62,269 -2,390 -3.7% 384,807
Daily Pivots for day following 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1069-5 1060-7 1022-2
R3 1049-1 1040-3 1016-5
R2 1028-5 1028-5 1014-6
R1 1019-7 1019-7 1012-7 1024-2
PP 1008-1 1008-1 1008-1 1010-3
S1 999-3 999-3 1009-1 1003-6
S2 987-5 987-5 1007-2
S3 967-1 978-7 1005-3
S4 946-5 958-3 999-6
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1089-5 1078-3 1026-3
R3 1061-5 1050-3 1018-6
R2 1033-5 1033-5 1016-1
R1 1022-3 1022-3 1013-5 1028-0
PP 1005-5 1005-5 1005-5 1008-4
S1 994-3 994-3 1008-3 1000-0
S2 977-5 977-5 1005-7
S3 949-5 966-3 1003-2
S4 921-5 938-3 995-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1017-0 989-0 28-0 2.8% 18-4 1.8% 79% True False 76,961
10 1017-0 945-0 72-0 7.1% 16-7 1.7% 92% True False 78,301
20 1063-0 945-0 118-0 11.7% 21-2 2.1% 56% False False 80,695
40 1063-0 882-0 181-0 17.9% 23-1 2.3% 71% False False 79,251
60 1099-0 882-0 217-0 21.5% 22-5 2.2% 59% False False 71,614
80 1099-0 882-0 217-0 21.5% 20-6 2.1% 59% False False 61,117
100 1099-0 882-0 217-0 21.5% 20-1 2.0% 59% False False 53,838
120 1099-0 816-0 283-0 28.0% 19-4 1.9% 69% False False 47,883
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1104-1
2.618 1070-5
1.618 1050-1
1.000 1037-4
0.618 1029-5
HIGH 1017-0
0.618 1009-1
0.500 1006-6
0.382 1004-3
LOW 996-4
0.618 983-7
1.000 976-0
1.618 963-3
2.618 942-7
4.250 909-3
Fisher Pivots for day following 28-Aug-2009
Pivot 1 day 3 day
R1 1009-5 1008-3
PP 1008-1 1005-5
S1 1006-6 1003-0

These figures are updated between 7pm and 10pm EST after a trading day.

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